NKLA vs SPY 1 Year Daily ReturnsNKLA has a beta of 8.99. In the past year, NKLA has been more volatile than the S&P500.

NKLA Historical BetaSince 2024-06-12, the beta for NKLA changed by +2.52 and had an average of 6.76.

NKLA Sharpe RatioNKLA has a 1 year sharpe of -0.04 which is -0.45 compared to the S&P500.

NKLA Daily P/L Normal Distribution

NKLA 1 Year DrawdownNKLA had a max drawdown of 98.26% in the previous year.

NKLA Yearly Drawdown DurationNKLA has an average drawdown duration of 23.36 days every year.